Ok I am pretty sure I will be expanding one of these years.
My problem is a proper cheese cave. Right now I have a full size fridge set to age cheese. I can get another or maybe two more but what do I do after that?
Is there a way to effectively build such a room above ground without spending a fortune on climate control?
I use a walk-in cooler with a simple window air conditioner. You can use a Cool-Bot or lots of other temperature control options.
At work my cube is right next to a cinder block and cement wall (no insulation). I find the temperature within a foot of the wall is about the average of the day's temperature (high+low/2). That sort of thing gives a high thermal mass. That's at least in part how underground/buried caves regulate temperature. It would decrease the amount of energy needed to keep it warm or cool.
Piling up dirt around the walls will give a bit of extra thermal mass, and give you a bit of a better buffer. I don't think rocks work as well, but they probably would help some. This is mostly what I just did for my cave: 3' tall cinder block walls (about 1' thick), filled with dirt, and 1-2' dirt bermed arond that. It's not walk-in, though.
If you're not building new walls then it's probably a matter of maximizing insulation.